Call-Warrant

Symbol: SUNUUU
ISIN: CH0465049218
Issuer:
UBS
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16/09/19
12:49:03
0.010
0.020
CHF
Volume
150,000
50,000

Performance

Closing prev. day 0.030
Diff. absolute / % -0.02 -66.67%

Determined prices

Last Price 0.030 Volume 50,000
Time 11:36:56 Date 12/09/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0465049218
Valor 46504921
Symbol SUNUUU
Strike 78.00 CHF
Type Warrants
Type Bull
Ratio 25.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 04/03/2019
Date of maturity 25/09/2019
Last trading day 20/09/2019
Settlement Type Physical delivery
IRS 871m Not applicable
Currency safeguarded No
Pricing Not specified
Issuer UBS

Underlyings

Name Sunrise Communications AG
ISIN CH0267291224
Price 76.75 CHF
Date 16/09/19 14:38
Ratio 25.00

Key data

Ask Price (basis for calculation) 0.0200
Calculated price of underlying 76.5500
Premium 2.55%
Premium p.a. 125.99%
Break-even point 78.50 CHF
Time value 0.02
Implied volatility 19.53%
Leverage 52.06
Delta 0.34
Gamma 0.11
Vega 0.05
Distance to Strike -1.40
Distance to Strike in % -1.83%

market maker quality Date: 12/09/2019

Average Spread 42.79%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 150,000
Last Best Ask Volume 50,000
Average Buy Volume 144,567
Average Sell Volume 48,896
Average Buy Value 3,004 CHF
Average Sell Value 1,519 CHF
Spreads Availability Ratio 92.27%
Quote Availability 100.00%

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